Soc. Generale Put 100 EL 20.09.2024
/ DE000SY18U14
Soc. Generale Put 100 EL 20.09.20.../ DE000SY18U14 /
| 06/09/2024 08:29:10 |
Chg.+0.140 |
Bid12:25:50 |
Ask12:25:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+20.59% |
0.850
Bid Size: 3,600 |
1.040
Ask Size: 3,600 |
Estee Lauder Compani... |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SY18U1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
0.89 |
| Time value: |
0.05 |
| Break-even: |
80.60 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.85 |
| Theta: |
-0.06 |
| Omega: |
-7.32 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
-23.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.680 |
| 1M High / 1M Low: |
1.410 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
